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Zhang, Haomin, Gan, Siqing, Hu, Lin (2009) The split-step backward Euler method for linear stochastic delay differential equations. Journal of Computational and Applied Mathematics, 225 (2). 558-568 doi:10.1016/j.cam.2008.08.032

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Reference TypeJournal (article/letter/editorial)
TitleThe split-step backward Euler method for linear stochastic delay differential equations
JournalJournal of Computational and Applied Mathematics
AuthorsZhang, HaominAuthor
Gan, SiqingAuthor
Hu, LinAuthor
Year2009 (March)Volume225
Issue2
PublisherElsevier BV
DOIdoi:10.1016/j.cam.2008.08.032Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID9496069Long-form Identifiermindat:1:5:9496069:9
GUID0
Full ReferenceZhang, Haomin, Gan, Siqing, Hu, Lin (2009) The split-step backward Euler method for linear stochastic delay differential equations. Journal of Computational and Applied Mathematics, 225 (2). 558-568 doi:10.1016/j.cam.2008.08.032
Plain TextZhang, Haomin, Gan, Siqing, Hu, Lin (2009) The split-step backward Euler method for linear stochastic delay differential equations. Journal of Computational and Applied Mathematics, 225 (2). 558-568 doi:10.1016/j.cam.2008.08.032
In(2009, March) Journal of Computational and Applied Mathematics Vol. 225 (2) Elsevier BV

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Yue, Chao, Zhao, Longbin (2021) Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient. Journal of Computational and Applied Mathematics, 382. 113087pp. doi:10.1016/j.cam.2020.113087
Foroush Bastani, Ali, Tahmasebi, Mahdieh (2012) Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift. Journal of Computational and Applied Mathematics, 236 (7). 1903-1918 doi:10.1016/j.cam.2011.10.023
Tan, Jianguo, Wang, Hongli (2010) Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations. Mathematical and Computer Modelling, 51. 504-515 doi:10.1016/j.mcm.2009.11.020
Hu, Lin, Gan, Siqing, Wang, Xiaojie (2013) Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations. Journal of Computational and Applied Mathematics, 238. 126-143 doi:10.1016/j.cam.2012.08.026
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Chen, Lin, Wu, Fuke (2015) Almost sure exponential stability of the backward Euler–Maruyama scheme for stochastic delay differential equations with monotone-type condition. Journal of Computational and Applied Mathematics, 282. 44-53 doi:10.1016/j.cam.2014.12.036
Ren, Yong, Lin, Aihong, Hu, Lanying (2009) Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes. Journal of Computational and Applied Mathematics, 223 (2). 901-907 doi:10.1016/j.cam.2008.03.008
Gan, Siqing (2007) Dissipativity of θ-methods for nonlinear Volterra delay-integro-differential equations. Journal of Computational and Applied Mathematics, 206 (2). 898-907 doi:10.1016/j.cam.2006.08.030
Gan, Siqing, Xiao, Aiguo, Wang, Desheng (2014) Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations. Journal of Computational and Applied Mathematics, 268. 5-22 doi:10.1016/j.cam.2014.02.033
Zhang, Wei, Song, M.H., Liu, M.Z. (2018) Strong convergence of the partially truncated Euler–Maruyama method for a class of stochastic differential delay equations. Journal of Computational and Applied Mathematics, 335. 114-128 doi:10.1016/j.cam.2017.11.030
 
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